-97.9%
STXS vs VT
+345.0%
-442.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -4.1% | +13.4% | +13.5% |
| 7D | +15.4% | -4.2% | +19.6% | +20.2% |
| 30D | -8.7% | -5.8% | -2.9% | -3.3% |
| 3M | -24.5% | -5.2% | -19.2% | -20.4% |
| 6M | -45.3% | +0.1% | -45.4% | -45.3% |
| YTD | -54.3% | +8.2% | -62.6% | -57.7% |
| 1Y | -62.6% | +10.1% | -72.8% | -65.9% |
| 3Y | -37.1% | +69.7% | -106.8% | -62.3% |
| 5Y | -82.8% | +53.4% | -136.1% | -88.3% |
| 10Y | +66.7% | +219.2% | -152.6% | -43.2% |
| All | -97.9% | +345.0% | -442.9% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling